gocryptotrader/exchanges/coinut/coinut.go

package coinut

import (
	"bytes"
	"context"
	"encoding/json"
	"errors"
	"fmt"
	"math/rand"
	"net/http"
	"strconv"
	"strings"

	"github.com/thrasher-corp/gocryptotrader/common/crypto"
	"github.com/thrasher-corp/gocryptotrader/currency"
	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
	"github.com/thrasher-corp/gocryptotrader/log"
)

const (
	coinutAPIURL          = "https://api.coinut.com"
	coinutAPIVersion      = "1"
	coinutInstruments     = "inst_list"
	coinutTicker          = "inst_tick"
	coinutOrderbook       = "inst_order_book"
	coinutTrades          = "inst_trade"
	coinutBalance         = "user_balance"
	coinutOrder           = "new_order"
	coinutOrders          = "new_orders"
	coinutOrdersOpen      = "user_open_orders"
	coinutOrderCancel     = "cancel_order"
	coinutOrdersCancel    = "cancel_orders"
	coinutTradeHistory    = "trade_history"
	coinutIndexTicker     = "index_tick"
	coinutOptionChain     = "option_chain"
	coinutPositionHistory = "position_history"
	coinutPositionOpen    = "user_open_positions"

	coinutStatusOK = "OK"
	coinutMaxNonce = 16777215 // See https://github.com/coinut/api/wiki/Websocket-API#nonce

	wsRateLimitInMilliseconds = 33
)

var (
	errLookupInstrumentID       = errors.New("unable to lookup instrument ID")
	errLookupInstrumentCurrency = errors.New("unable to lookup instrument")
)

// COINUT is the overarching type across the coinut package
type COINUT struct {
	exchange.Base
	instrumentMap instrumentMap
}

// SeedInstruments seeds the instrument map
func (c *COINUT) SeedInstruments() error {
	i, err := c.GetInstruments()
	if err != nil {
		return err
	}

	for _, y := range i.Instruments {
		c.instrumentMap.Seed(y[0].Base+y[0].Quote, y[0].InstrumentID)
	}
	return nil
}

// GetInstruments returns instruments
func (c *COINUT) GetInstruments() (Instruments, error) {
	var result Instruments
	params := make(map[string]interface{})
	params["sec_type"] = strings.ToUpper(asset.Spot.String())
	return result, c.SendHTTPRequest(exchange.RestSpot, coinutInstruments, params, false, &result)
}

// GetInstrumentTicker returns a ticker for a specific instrument
func (c *COINUT) GetInstrumentTicker(instrumentID int64) (Ticker, error) {
	var result Ticker
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID
	return result, c.SendHTTPRequest(exchange.RestSpot, coinutTicker, params, false, &result)
}

// GetInstrumentOrderbook returns the orderbooks for a specific instrument
func (c *COINUT) GetInstrumentOrderbook(instrumentID, limit int64) (Orderbook, error) {
	var result Orderbook
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID
	if limit > 0 {
		params["top_n"] = limit
	}

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrderbook, params, false, &result)
}

// GetTrades returns trade information
func (c *COINUT) GetTrades(instrumentID int64) (Trades, error) {
	var result Trades
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutTrades, params, false, &result)
}

// GetUserBalance returns the full user balance
func (c *COINUT) GetUserBalance() (*UserBalance, error) {
	var result *UserBalance
	return result, c.SendHTTPRequest(exchange.RestSpot, coinutBalance, nil, true, &result)
}

// NewOrder places a new order on the exchange
func (c *COINUT) NewOrder(instrumentID int64, quantity, price float64, buy bool, orderID uint32) (interface{}, error) {
	var result interface{}
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID
	if price > 0 {
		params["price"] = strconv.FormatFloat(price, 'f', -1, 64)
	}
	params["qty"] = strconv.FormatFloat(quantity, 'f', -1, 64)
	params["side"] = order.Buy.String()
	if !buy {
		params["side"] = order.Sell.String()
	}
	params["client_ord_id"] = orderID

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrder, params, true, &result)
}

// NewOrders places multiple orders on the exchange
func (c *COINUT) NewOrders(orders []Order) ([]OrdersBase, error) {
	var result OrdersResponse
	params := make(map[string]interface{})
	params["orders"] = orders

	return result.Data, c.SendHTTPRequest(exchange.RestSpot, coinutOrders, params, true, &result.Data)
}

// GetOpenOrders returns a list of open order and relevant information
func (c *COINUT) GetOpenOrders(instrumentID int64) (GetOpenOrdersResponse, error) {
	var result GetOpenOrdersResponse
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID
	return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrdersOpen, params, true, &result)
}

// CancelExistingOrder cancels a specific order and returns if it was actioned
func (c *COINUT) CancelExistingOrder(instrumentID, orderID int64) (bool, error) {
	var result GenericResponse
	params := make(map[string]interface{})
	type Request struct {
		InstrumentID int64 `json:"inst_id"`
		OrderID      int64 `json:"order_id"`
	}

	var entry = Request{
		InstrumentID: instrumentID,
		OrderID:      orderID,
	}

	entries := []Request{entry}
	params["entries"] = entries

	err := c.SendHTTPRequest(exchange.RestSpot, coinutOrdersCancel, params, true, &result)
	if err != nil {
		return false, err
	}
	return true, nil
}

// CancelOrders cancels multiple orders
func (c *COINUT) CancelOrders(orders []CancelOrders) (CancelOrdersResponse, error) {
	var result CancelOrdersResponse
	params := make(map[string]interface{})
	type Request struct {
		InstrumentID int `json:"inst_id"`
		OrderID      int `json:"order_id"`
	}

	var entries []CancelOrders
	entries = append(entries, orders...)
	params["entries"] = entries

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutOrdersCancel, params, true, &result)
}

// GetTradeHistory returns trade history for a specific instrument.
func (c *COINUT) GetTradeHistory(instrumentID, start, limit int64) (TradeHistory, error) {
	var result TradeHistory
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID
	if start >= 0 && start <= 100 {
		params["start"] = start
	}
	if limit >= 0 && start <= 100 {
		params["limit"] = limit
	}

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutTradeHistory, params, true, &result)
}

// GetIndexTicker returns the index ticker for an asset
func (c *COINUT) GetIndexTicker(asset string) (IndexTicker, error) {
	var result IndexTicker
	params := make(map[string]interface{})
	params["asset"] = asset

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutIndexTicker, params, false, &result)
}

// GetDerivativeInstruments returns a list of derivative instruments
func (c *COINUT) GetDerivativeInstruments(secType string) (interface{}, error) {
	var result interface{} // to-do
	params := make(map[string]interface{})
	params["sec_type"] = secType

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutInstruments, params, false, &result)
}

// GetOptionChain returns option chain
func (c *COINUT) GetOptionChain(asset, secType string) (OptionChainResponse, error) {
	var result OptionChainResponse
	params := make(map[string]interface{})
	params["asset"] = asset
	params["sec_type"] = secType

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutOptionChain, params, false, &result)
}

// GetPositionHistory returns position history
func (c *COINUT) GetPositionHistory(secType string, start, limit int) (PositionHistory, error) {
	var result PositionHistory
	params := make(map[string]interface{})
	params["sec_type"] = secType
	if start >= 0 {
		params["start"] = start
	}
	if limit >= 0 {
		params["limit"] = limit
	}

	return result, c.SendHTTPRequest(exchange.RestSpot, coinutPositionHistory, params, true, &result)
}

// GetOpenPositions returns all your current opened positions
func (c *COINUT) GetOpenPositions(instrumentID int) ([]OpenPosition, error) {
	type Response struct {
		Positions []OpenPosition `json:"positions"`
	}
	var result Response
	params := make(map[string]interface{})
	params["inst_id"] = instrumentID

	return result.Positions,
		c.SendHTTPRequest(exchange.RestSpot, coinutPositionOpen, params, true, &result)
}

// to-do: user position update via websocket

// SendHTTPRequest sends either an authenticated or unauthenticated HTTP request
func (c *COINUT) SendHTTPRequest(ep exchange.URL, apiRequest string, params map[string]interface{}, authenticated bool, result interface{}) (err error) {
	if !c.API.AuthenticatedSupport && authenticated {
		return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, c.Name)
	}

	endpoint, err := c.API.Endpoints.GetURL(ep)
	if err != nil {
		return err
	}

	if params == nil {
		params = map[string]interface{}{}
	}

	params["nonce"] = getNonce()
	params["request"] = apiRequest

	payload, err := json.Marshal(params)
	if err != nil {
		return errors.New("sendHTTPRequest: Unable to JSON request")
	}

	if c.Verbose {
		log.Debugf(log.ExchangeSys, "Request JSON: %s", payload)
	}

	headers := make(map[string]string)
	if authenticated {
		headers["X-USER"] = c.API.Credentials.ClientID
		hmac := crypto.GetHMAC(crypto.HashSHA256, payload, []byte(c.API.Credentials.Key))
		headers["X-SIGNATURE"] = crypto.HexEncodeToString(hmac)
	}
	headers["Content-Type"] = "application/json"

	var rawMsg json.RawMessage
	err = c.SendPayload(context.Background(), &request.Item{
		Method:        http.MethodPost,
		Path:          endpoint,
		Headers:       headers,
		Body:          bytes.NewBuffer(payload),
		Result:        &rawMsg,
		AuthRequest:   authenticated,
		NonceEnabled:  true,
		Verbose:       c.Verbose,
		HTTPDebugging: c.HTTPDebugging,
		HTTPRecording: c.HTTPRecording,
	})
	if err != nil {
		return err
	}

	var genResp GenericResponse
	err = json.Unmarshal(rawMsg, &genResp)
	if err != nil {
		return err
	}

	if genResp.Status[0] != coinutStatusOK {
		return fmt.Errorf("%s SendHTTPRequest error: %s", c.Name,
			genResp.Status[0])
	}

	return json.Unmarshal(rawMsg, result)
}

// GetFee returns an estimate of fee based on type of transaction
func (c *COINUT) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
	var fee float64
	switch feeBuilder.FeeType {
	case exchange.CryptocurrencyTradeFee:
		fee = c.calculateTradingFee(feeBuilder.Pair.Base,
			feeBuilder.Pair.Quote,
			feeBuilder.PurchasePrice,
			feeBuilder.Amount,
			feeBuilder.IsMaker)
	case exchange.InternationalBankWithdrawalFee:
		fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency,
			feeBuilder.Amount)
	case exchange.InternationalBankDepositFee:
		fee = getInternationalBankDepositFee(feeBuilder.FiatCurrency,
			feeBuilder.Amount)
	case exchange.OfflineTradeFee:
		fee = getOfflineTradeFee(feeBuilder.Pair, feeBuilder.PurchasePrice, feeBuilder.Amount)
	}

	if fee < 0 {
		fee = 0
	}

	return fee, nil
}

// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(c currency.Pair, price, amount float64) float64 {
	if c.IsCryptoFiatPair() {
		return 0.0035 * price * amount
	}
	return 0.002 * price * amount
}

func (c *COINUT) calculateTradingFee(base, quote currency.Code, purchasePrice, amount float64, isMaker bool) float64 {
	var fee float64

	switch {
	case isMaker:
		fee = 0
	case currency.NewPair(base, quote).IsCryptoFiatPair():
		fee = 0.002
	default:
		fee = 0.001
	}

	return fee * amount * purchasePrice
}

func getInternationalBankWithdrawalFee(c currency.Code, amount float64) float64 {
	var fee float64

	switch c {
	case currency.USD:
		if amount*0.001 < 10 {
			fee = 10
		} else {
			fee = amount * 0.001
		}
	case currency.CAD:
		if amount*0.005 < 10 {
			fee = 2
		} else {
			fee = amount * 0.005
		}
	case currency.SGD:
		if amount*0.001 < 10 {
			fee = 10
		} else {
			fee = amount * 0.001
		}
	}

	return fee
}

func getInternationalBankDepositFee(c currency.Code, amount float64) float64 {
	var fee float64

	if c == currency.USD {
		if amount*0.001 < 10 {
			fee = 10
		} else {
			fee = amount * 0.001
		}
	} else if c == currency.CAD {
		if amount*0.005 < 10 {
			fee = 2
		} else {
			fee = amount * 0.005
		}
	}

	return fee
}

// IsLoaded returns whether or not the instrument map has been seeded
func (i *instrumentMap) IsLoaded() bool {
	i.m.Lock()
	isLoaded := i.Loaded
	i.m.Unlock()
	return isLoaded
}

// Seed seeds the instrument map
func (i *instrumentMap) Seed(curr string, id int64) {
	i.m.Lock()
	defer i.m.Unlock()

	if !i.Loaded {
		i.Instruments = make(map[string]int64)
	}

	// check to see if the instrument already exists
	_, ok := i.Instruments[curr]
	if ok {
		return
	}

	i.Instruments[curr] = id
	i.Loaded = true
}

// LookupInstrument looks up an instrument based on an id
func (i *instrumentMap) LookupInstrument(id int64) string {
	i.m.Lock()
	defer i.m.Unlock()

	if !i.Loaded {
		return ""
	}

	for k, v := range i.Instruments {
		if v == id {
			return k
		}
	}
	return ""
}

// LookupID looks up an ID based on a string
func (i *instrumentMap) LookupID(curr string) int64 {
	i.m.Lock()
	defer i.m.Unlock()

	if !i.Loaded {
		return 0
	}

	if ic, ok := i.Instruments[curr]; ok {
		return ic
	}
	return 0
}

// GetInstrumentIDs returns a list of IDs
func (i *instrumentMap) GetInstrumentIDs() []int64 {
	i.m.Lock()
	defer i.m.Unlock()

	if !i.Loaded {
		return nil
	}

	var instruments []int64
	for _, x := range i.Instruments {
		instruments = append(instruments, x)
	}
	return instruments
}

func getNonce() int64 {
	return rand.Int63n(coinutMaxNonce-1) + 1 // nolint:gosec // basic number generation required, no need for crypo/rand
}